2002 Hard cover New. No dust jacket as issued. Excellent as new condition, perfect mint. A brand new copy. 342 p.; 0.97" x 9.86" x 6.70". Wiley Finance (Hardcover). *****PLEASE ...NOTE: This item is shipping from an authorized seller in Europe. In the event that a return is necessary, you will be able to return your item within the US. To learn more about our European sellers and policies see the BookQuest FAQ section*****Read moreShow Less

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Overview

Developments in Forecast Combination and Portfolio Choice focuses on the following three themes: model and forecast combinations; structural change and long memory, controlling downside risk and investment strategies. Written by leading international researchers and practitioners, his book deals efficiently with three key questions facing portfolio managers. How to achieve greater forecasting accuracy; how to deal with structural change in asset allocation models and how to control downside risk, i.e. the risk of loss, in portfolio management.

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Meet the Author

CHRISTIAN L. DUNIS is Girobank Professor of Banking and Finance atLiverpool Business School, and Director of its Centre forInternational Banking, Economics and Finance (CIBEF). He is also aconsultant to asset management firms and an Official Reviewerattached to the European Commission for the evaluation ofapplications to Finance of emerging software technologies. He is anEditor of the European Journal of Finance and has published widelyin the field of financial market analysis and forecasting.

ALLAN TIMMERMANN is Professor of Economics at University ofCalifornia, San Diego. He is on the editorial board of the Journalof Forecasting and Journal of Business and Economic Statistics. Hisresearch is concerned with modelling the dynamics andpredictability of returns in financial markets. ProfessorTimmermann has held positions at Birkbeck College and the LondonSchool of Economics.

JOHN MOODY is the Director of the Computational Finance program anda Professor of Computer Science at the Oregon Graduate Institute.His research interests include computational finance, time seriesanalysis and machine learning. Professor Moody has held positionsat Yale University and the Institute for Theoretical Physics.

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